NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 48.64 47.49 -1.15 -2.4% 45.62
High 49.18 47.54 -1.64 -3.3% 47.90
Low 47.06 46.15 -0.91 -1.9% 43.52
Close 47.21 46.24 -0.97 -2.1% 47.47
Range 2.12 1.39 -0.73 -34.4% 4.38
ATR 1.78 1.75 -0.03 -1.6% 0.00
Volume 106,894 147,577 40,683 38.1% 455,657
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.81 49.92 47.00
R3 49.42 48.53 46.62
R2 48.03 48.03 46.49
R1 47.14 47.14 46.37 46.89
PP 46.64 46.64 46.64 46.52
S1 45.75 45.75 46.11 45.50
S2 45.25 45.25 45.99
S3 43.86 44.36 45.86
S4 42.47 42.97 45.48
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 59.44 57.83 49.88
R3 55.06 53.45 48.67
R2 50.68 50.68 48.27
R1 49.07 49.07 47.87 49.88
PP 46.30 46.30 46.30 46.70
S1 44.69 44.69 47.07 45.50
S2 41.92 41.92 46.67
S3 37.54 40.31 46.27
S4 33.16 35.93 45.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.23 46.15 3.08 6.7% 1.72 3.7% 3% False True 97,583
10 49.23 43.52 5.71 12.3% 1.74 3.8% 48% False False 98,217
20 52.05 43.52 8.53 18.4% 1.65 3.6% 32% False False 92,365
40 52.05 43.52 8.53 18.4% 1.72 3.7% 32% False False 70,590
60 52.05 39.97 12.08 26.1% 1.93 4.2% 52% False False 60,259
80 54.37 39.97 14.40 31.1% 1.78 3.9% 44% False False 50,946
100 63.15 39.97 23.18 50.1% 1.78 3.8% 27% False False 43,321
120 63.32 39.97 23.35 50.5% 1.71 3.7% 27% False False 37,631
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.45
2.618 51.18
1.618 49.79
1.000 48.93
0.618 48.40
HIGH 47.54
0.618 47.01
0.500 46.85
0.382 46.68
LOW 46.15
0.618 45.29
1.000 44.76
1.618 43.90
2.618 42.51
4.250 40.24
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 46.85 47.69
PP 46.64 47.21
S1 46.44 46.72

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These figures are updated between 7pm and 10pm EST after a trading day.

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